| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6146356 | 2024-01-10 | Paper |
| Encounters with Martingales in Statistics and Stochastic Optimization | 2023-09-11 | Paper |
| Marginal Regression Analysis of Longitudinal Data With Time-Dependent Covariates: A Generalized Method-of-Moments Approach | 2022-07-11 | Paper |
| Bandit and covariate processes, with finite or non-denumerable set of arms | 2022-06-20 | Paper |
| MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS | 2022-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5072154 | 2022-04-25 | Paper |
| Stochastic approximation: from statistical origin to big-data, multidisciplinary applications | 2021-07-06 | Paper |
| Stability bounds and almost sure convergence of improved particle swarm optimization methods | 2021-06-01 | Paper |
| Exploration Enhancement of Nature-Inspired Swarm-based Optimization Algorithms | 2021-03-20 | Paper |
| Statistical models and stochastic optimization in financial technology and investment science | 2021-01-14 | Paper |
| Statistical science in information technology and precision medicine | 2019-11-25 | Paper |
| Parametric embedding of nonparametric inference problems | 2019-08-27 | Paper |
| A new approach to regression analysis of censored competing-risks data | 2018-06-20 | Paper |
| Futility stopping in clinical trials | 2018-03-27 | Paper |
| Adaptation in clinical development plans and adaptive clinical trial designs | 2018-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5369131 | 2017-10-13 | Paper |
| Identification and Adaptive Control of Change-Point ARX Models Via Rao-Blackwellized Particle Filters | 2017-07-27 | Paper |
| Valuation of American Options via Basis Functions | 2017-07-12 | Paper |
| Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov | 2016-10-28 | Paper |
| Multivariate stochastic regression in time series modeling | 2016-10-26 | Paper |
| A hybrid estimator in nonlinear and generalised linear mixed effects models | 2016-06-27 | Paper |
| Approximate dynamic programming and its applications to the design of Phase I cancer trials | 2016-01-05 | Paper |
| Dynamic empirical Bayes models and their applications to longitudinal data analysis and prediction | 2015-10-21 | Paper |
| Asymptotically efficient parameter estimation in hidden Markov spatio-temporal random fields | 2015-10-21 | Paper |
| Fixed-Size Confidence Regions in High-Dimensional Sparse Linear Regression Models | 2015-10-20 | Paper |
| Modern sequential analysis and its applications to computerized adaptive testing | 2014-12-10 | Paper |
| Evolutionary Credibility Theory | 2014-07-19 | Paper |
| Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci | 2014-07-10 | Paper |
| A general theory of particle filters in hidden Markov models and some applications | 2014-04-04 | Paper |
| Stochastic change-point ARX-GARCH models and their applications to econometric time series | 2013-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5327202 | 2013-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326968 | 2013-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326872 | 2013-07-31 | Paper |
| Credit portfolios, credibility theory, and dynamic empirical Bayes | 2013-06-03 | Paper |
| Cramér type moderate deviations for Studentized U-statistics | 2013-04-25 | Paper |
| Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund | 2013-04-22 | Paper |
| Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling | 2013-02-28 | Paper |
| Efficient Adaptive Randomization and Stopping Rules in Multi-arm Clinical Trials for Testing a New Treatment | 2012-11-27 | Paper |
| Sequential experimentation in clinical trials. Design and analysis | 2012-11-15 | Paper |
| Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk | 2012-06-18 | Paper |
| Evaluating probability forecasts | 2012-02-21 | Paper |
| Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products | 2012-01-25 | Paper |
| A sequential Monte Carlo approach to computing tail probabilities in stochastic models | 2012-01-10 | Paper |
| Discussion on “Two-Stage Procedures for High-Dimensional Data” by Makoto Aoshima and Kazuyoshi Yata | 2011-12-28 | Paper |
| A stepwise regression method and consistent model selection for high-dimensional sparse linear models | 2011-11-10 | Paper |
| Mean-variance portfolio optimization when means and covariances are unknown | 2011-10-21 | Paper |
| A stepwise regression method and consistent model selection for high-dimensional sparse linear models | 2011-10-01 | Paper |
| Incorporating Individual and Collective Ethics into Phase I Cancer Trial Designs | 2011-07-19 | Paper |
| A simple Bayesian approach to multiple change-points | 2011-05-16 | Paper |
| One-Sided Tests in Clinical Trials with Multiple Endpoints | 2011-03-01 | Paper |
| Multistage Tests of Multiple Hypotheses | 2010-08-19 | Paper |
| Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown | 2010-07-13 | Paper |
| Structural Change as an Alternative to Long Memory in Financial Time Series | 2010-06-30 | Paper |
| Pseudo-maximization and self-normalized processes | 2010-06-29 | Paper |
| Tests and confidence intervals for secondary endpoints in sequential clinical trials | 2009-12-18 | Paper |
| Theory and applications of multivariate self-normalized processes | 2009-12-16 | Paper |
| Option hedging theory under transaction costs | 2009-12-07 | Paper |
| A Bayesian Approach to Sequential Surveillance in Exponential Families | 2009-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3397658 | 2009-09-22 | Paper |
| Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén | 2009-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3626608 | 2009-05-22 | Paper |
| Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei | 2008-12-04 | Paper |
| Self-Normalized Processes | 2008-10-06 | Paper |
| Generalized Likelihood Ratio Statistics and Uncertainty Adjustments in Efficient Adaptive Design of Clinical Trials | 2008-09-30 | Paper |
| Stochastic segmentation models for array-based comparative genomic hybridization data analysis | 2008-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3511598 | 2008-07-11 | Paper |
| Statistical inference in dynamic panel data models | 2008-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3499189 | 2008-05-28 | Paper |
| Sequential nonparametrics and semiparametrics: Theory, implementation and applications to clinical trials | 2008-05-16 | Paper |
| Corrected random walk approximations to free boundary problems in optimal stopping | 2007-11-12 | Paper |
| Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities | 2007-10-22 | Paper |
| Confidence intervals for survival quantiles in the Cox regression model | 2007-04-26 | Paper |
| Confidence intervals in group sequential trials with random group sizes and applications to survival analysis | 2007-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3427555 | 2007-03-20 | Paper |
| Power, sample size and adaptation considerations in the design of group sequential clinical trials | 2007-03-20 | Paper |
| Nonparametric functionals of spectral distributions and their applications to time series analy\-sis | 2007-02-14 | Paper |
| Approximate policy optimization and adaptive control in regression models | 2006-11-17 | Paper |
| Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection | 2006-07-13 | Paper |
| Flexible Modeling via a Hybrid Estimation Scheme in Generalized Mixed Models for Longitudinal Data | 2006-06-20 | Paper |
| Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices | 2006-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374146 | 2006-03-09 | Paper |
| Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis | 2005-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5312861 | 2005-08-25 | Paper |
| Optimal stopping for Brownian motion with applications to sequential analysis and option pricing | 2005-02-22 | Paper |
| Likelihood Ratio Identities and Their Applications to Sequential Analysis | 2005-01-18 | Paper |
| Exercise Regions And Efficient Valuation Of American Lookback Options | 2004-11-16 | Paper |
| Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. | 2004-09-15 | Paper |
| Stochastic Neural Networks With Applications to Nonlinear Time Series | 2004-06-10 | Paper |
| Stochastic approximation | 2004-05-18 | Paper |
| Nonparametric estimation in nonlinear mixed effects models | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453309 | 2004-03-07 | Paper |
| Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks | 2003-11-17 | Paper |
| Boundary crossing probabilities for scan statistics and their applications to change-point detec\-tion | 2003-08-06 | Paper |
| Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. | 2002-11-14 | Paper |
| Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems | 2002-10-08 | Paper |
| Optimal learning and experimentation in bandit problems. | 2002-09-09 | Paper |
| Random walk duality and the valuation of discrete lookback options | 2002-09-04 | Paper |
| Incomplete Learning from Endogenous Data in Dynamic Allocation | 2002-05-28 | Paper |
| Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks | 2002-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438210 | 2002-01-01 | Paper |
| ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS* | 2002-01-01 | Paper |
| For censored and truncated data | 2001-12-05 | Paper |
| The contributions of Herbert Robbins to mathematical statistics | 2001-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4507914 | 2001-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524731 | 2001-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2739217 | 2001-01-01 | Paper |
| Efficient recursive algorithms for detection of abrupt changes in signals and control systems | 2000-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939079 | 2000-08-13 | Paper |
| Resampling methods for confidence intervals in group sequential trials | 2000-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4947002 | 2000-06-04 | Paper |
| Information bounds and quick detection of parameter changes in stochastic systems | 1999-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352612 | 1999-11-08 | Paper |
| Wald's equations, first passage times and moments of ladder variables in Markov random walks | 1999-04-26 | Paper |
| Moments of randomly stopped \(U\)-statistics | 1998-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3841749 | 1998-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4344407 | 1998-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391125 | 1998-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352956 | 1998-01-28 | Paper |
| Inference from Grouped Data in Three-Parameter Weibull Models with Applications to Breakdown-Voltage Experiments | 1997-11-18 | Paper |
| Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data | 1997-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4348086 | 1997-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4894926 | 1997-08-11 | Paper |
| On uniform integrability and asymptotically risk-efficient sequential estimation | 1997-07-03 | Paper |
| Asymptotically Efficient Adaptive Choice of Control Laws inControlled Markov Chains | 1997-05-26 | Paper |
| Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics | 1997-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895978 | 1996-10-16 | Paper |
| Asymptotic expansions for the distributions of stopped random walks and first passage times | 1996-08-13 | Paper |
| Estimators with prescribed Precision in Stochastic regression models | 1996-06-06 | Paper |
| Asymptotic properties of nonlinear least squares estimates in stochastic regression models | 1995-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845376 | 1995-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839981 | 1995-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840386 | 1995-10-18 | Paper |
| Machine learning and nonparametric bandit theory | 1995-10-09 | Paper |
| Statistical Analysis of Ligand-Binding Experiments | 1995-10-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839935 | 1995-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839951 | 1995-07-18 | Paper |
| Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression | 1995-07-03 | Paper |
| A missing information principle and \(M\)-estimators in regression analysis with censored and truncated data | 1995-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140591 | 1994-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4284866 | 1994-09-26 | Paper |
| A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis | 1994-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140700 | 1993-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694364 | 1993-06-29 | Paper |
| Bootstrap confidence bands for spectra and cross-spectra | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4011280 | 1992-09-27 | Paper |
| Linear rank statistics in regression analysis with censored or truncated data | 1992-09-26 | Paper |
| Rank Tests Based on Censored Data and Their Sequential Analogues | 1992-06-28 | Paper |
| Large sample theory of a modified Buckley-James estimator for regression analysis with censored data | 1992-06-26 | Paper |
| Weak convergence of time-sequential censored rank statistics with applications to sequential testing in clinical trials | 1992-06-26 | Paper |
| Rank regression methods for left-truncated and right-censored data | 1992-06-25 | Paper |
| Estimating a distribution function with truncated and censored data | 1992-06-25 | Paper |
| Recursive Identification and Adaptive Prediction in Linear Stochastic Systems | 1992-06-25 | Paper |
| Parallel Recursive Algorithms in Asymptotically Efficient Adaptive Control of Linear Stochastic Systems | 1992-06-25 | Paper |
| Functional laws of the iterated logarithm for the product-limit estimator of a distribution function under random censorship or truncation | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3474580 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3484188 | 1989-01-01 | Paper |
| Boundary crossing problems for sample means | 1988-01-01 | Paper |
| Nearly optimal sequential tests of composite hypotheses | 1988-01-01 | Paper |
| Stochastic integrals of empirical-type processes with applications to censored regression | 1988-01-01 | Paper |
| Open bandit processes and optimal scheduling of queueing networks | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3794059 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4734630 | 1988-01-01 | Paper |
| Adaptive treatment allocation and the multi-armed bandit problem | 1987-01-01 | Paper |
| Asymptotically Efficient Self-Tuning Regulators | 1987-01-01 | Paper |
| Optimal stopping and dynamic allocation | 1987-01-01 | Paper |
| The contributions of Herbert Robbins to mathematical statistics | 1986-01-01 | Paper |
| Asymptotically efficient adaptive control in stochastic regression models | 1986-01-01 | Paper |
| On the concept of excitation in least squares identification and adaptive control† | 1986-01-01 | Paper |
| Extended least squares and their applications to adaptive control and prediction in linear systems | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4729197 | 1986-01-01 | Paper |
| Asymptotically efficient adaptive allocation rules | 1985-01-01 | Paper |
| Orthonormal Banach systems with applications to linear processes | 1985-01-01 | Paper |
| Regression analysis of compartmental models | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746748 | 1985-01-01 | Paper |
| Incorporating scientific, ethical and economic considerations into the design of clinical trials in the pharmaceutical industry: a sequential approach | 1984-01-01 | Paper |
| Optimal sequential sampling from two populations. | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3718014 | 1984-01-01 | Paper |
| Fixed accuracy estimation of an autoregressive parameter | 1983-01-01 | Paper |
| Lacunary systems and generalized linear processes | 1983-01-01 | Paper |
| Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3308914 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3324862 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3324874 | 1983-01-01 | Paper |
| Adaptive choice of mean or median in estimating the center of a symmetric distribution | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3665988 | 1983-01-01 | Paper |
| Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems | 1982-01-01 | Paper |
| Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems | 1982-01-01 | Paper |
| A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models | 1982-01-01 | Paper |
| Iterated least squares in multiperiod control | 1982-01-01 | Paper |
| Asymptotic properties of projections with applications to stochastic regression problems | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3690893 | 1982-01-01 | Paper |
| Asymptotic optimality of invariant sequential probability ratio tests | 1981-01-01 | Paper |
| Convergence systems and strong consistency of least squares estimates in regression models | 1981-01-01 | Paper |
| Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes | 1981-01-01 | Paper |
| Limit theorems for sums of dependent random variables | 1980-01-01 | Paper |
| On Random Fourier Series | 1980-01-01 | Paper |
| Sequential medical trials | 1980-01-01 | Paper |
| Sequential selectiok procedures based on confidence sequences for normal populations | 1980-01-01 | Paper |
| First exit time of a random walk from the bounds \(f(n)\pm cg(n)\), with applications | 1979-01-01 | Paper |
| Strong consistency of least squares estimates in multiple regression II | 1979-01-01 | Paper |
| Adaptive design and stochastic approximation | 1979-01-01 | Paper |
| Sequential tests for hypergeometric distributions and finite populations | 1979-01-01 | Paper |
| Extended renewal theory and moment convergence in Anscombe's theorem | 1979-01-01 | Paper |
| A nonlinear renewal theory with applications to sequential analysis II | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3048013 | 1979-01-01 | Paper |
| Local convergence theorems for adaptive stochastic approximation schemes | 1979-01-01 | Paper |
| Moments of ladder variables for driftless random walks | 1979-01-01 | Paper |
| Pitman efficiencies of sequential tests and uniform limit theorems in nonparametric statistics | 1978-01-01 | Paper |
| The law of the iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences | 1978-01-01 | Paper |
| Adaptive design in regression and control | 1978-01-01 | Paper |
| A class of dependent random variables and their maxima | 1978-01-01 | Paper |
| Limit theorems for weighted sums and stochastic approximation processes | 1978-01-01 | Paper |
| Strong consistency of least squares estimates in multiple regression | 1978-01-01 | Paper |
| Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory | 1978-01-01 | Paper |
| Power-one tests based on sample sums | 1977-01-01 | Paper |
| A nonlinear renewal theory with applications to sequential analysis. I | 1977-01-01 | Paper |
| First exist times from moving boundaries for sums of independent random variables | 1977-01-01 | Paper |
| Convergence rates and r-quick versions of the strong law for stationary mixing sequences | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3857602 | 1977-01-01 | Paper |
| Strong consistency of least-squares estimates in regression models | 1977-01-01 | Paper |
| Boundary crossing probabilities for sample sums and confidence sequences | 1976-01-01 | Paper |
| On confidence sequences | 1976-01-01 | Paper |
| Asymptotic moments of random walks with applications to ladder variables and renewal theory | 1976-01-01 | Paper |
| Uniform Tauberian theorems and their applications to renewal theory and first passage problems | 1976-01-01 | Paper |
| On r-quick convergence and a conjecture of Strassen | 1976-01-01 | Paper |
| Maximally dependent random variables | 1976-01-01 | Paper |
| On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm | 1976-01-01 | Paper |
| Termination, moments and exponential boundedness of the stopping rule for certain invariant sequential probability ratio tests | 1975-01-01 | Paper |
| On Chernoff-Savage statistics and sequential rank tests | 1975-01-01 | Paper |
| A note on first exit times with applications to sequential analysis | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4095644 | 1975-01-01 | Paper |
| Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings | 1975-01-01 | Paper |
| Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes | 1974-01-01 | Paper |
| Limit theorems for delayed sums | 1974-01-01 | Paper |
| Martingales and boundary crossing probabilities for Markov processes | 1974-01-01 | Paper |
| Control charts based on weighted sums | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4056771 | 1974-01-01 | Paper |
| Summability Methods for Independent, Identically Distributed Random Variables | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5676871 | 1973-01-01 | Paper |
| Space-Time Processes, Parabolic Functions and One-Dimensional Diffusions | 1973-01-01 | Paper |
| Gaussian processes, moving averages and quick detection problems | 1973-01-01 | Paper |
| Limiting behavior of weighted sums of independent random variables | 1973-01-01 | Paper |
| Optimal stopping and sequential tests which minimize the maximum expected sample size | 1973-01-01 | Paper |
